Sum of Largest Values
The sum of the largest k values of a vector or matrix.
sum_largest(x, k)
x |
An Expression, vector, or matrix. |
k |
The number of largest values to sum over. |
An Expression representing the sum of the largest k values of the input.
set.seed(122) m <- 300 n <- 9 X <- matrix(stats::rnorm(m*n), nrow = m, ncol = n) X <- cbind(rep(1,m), X) b <- c(0, 0.8, 0, 1, 0.2, 0, 0.4, 1, 0, 0.7) y <- X %*% b + stats::rnorm(m) beta <- Variable(n+1) obj <- sum_largest((y - X %*% beta)^2, 100) prob <- Problem(Minimize(obj)) result <- solve(prob) result$getValue(beta)
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